Separable Markovian Decision Problems

DOI10.1287/MNSC.14.7.451MaRDI QIDQ5679948zbMATH OpenOpenAlexFDO

Authors Eric V. Denardo

Publication date 1968

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.14.7.451

Mathematics Subject Classification ID

Statistical decision theory (62C99) Markov processes: estimation; hidden Markov models (62M05) Inventory, storage, reservoirs (90B05) Markov and semi-Markov decision processes (90C40)

Cited in

(6)

• On the block upper-triangularity of undiscounted multi-chain Markov decision problems
• Separable Markovian decision problems. The linear programming method in the multichain case
• Derman's book as inspiration: some results on LP for MDPs
• Solving stochastic dynamic programming problems by linear programming — An annotated bibliography
• Survey of linear programming for standard and nonstandard Markovian control problems. Part II: Applications
• Structured markovian decision problems

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